Quantitative Investment Strategist – Multi-Asset Portfolio Construction
Boston, MA, United States
Top Investment Manager in Boston -specializing in global multi-asset strategies is seeking a Quantitative Portfolio Construction Analyst with experience across all asset categories to join the Asset Management Quantitative Research team.
Responsibilities:
Research and Develop Asset Allocation and Portfolio Construction models (Cross Asset Momentum and Value Strategies)
Create multi-factor methods and tools for fundamental due diligence research across multi-asset class investments.
Develop and work with portfolio optimization models for portfolio construction and Sharpe ratio optimization models to evaluate investment returns and performance
Backtest multi-asset investment models
Build time series and other statistical and econometric investment and portfolio optimization models
Work closely with the firm’s clients on portfolio management issues such as portfolio construction and manager evaluation
Will be expected to conduct and author original research on key issues facing portfolio managers
Requirements:
Applicants should have a top school advanced degree (Masters or PhD) with strong background in finance, math, statistics
10+ years’ experience in quantitative investment research [portfolio optimization, multi-factor and asset allocation] across all asset categories
Demonstrated experience with statistical time-series data analysis and backtesting of investment strategies
Must have strong computer skills (Java or C++, Python, Numpy and Pandas)
Must have solid verbal and written communication skills
The company offers a handsome compensation and benefits package.
Keywords: Portfolio Optimization, GTAA, Cross Asset, Factor Investing, Python, Numpy, Pandas, Multi-Asset, database programming, portfolio construction, asset allocation, multi-factor models, macro-economics
Please send resumes to Jim Geiger [email protected]
#J-18808-Ljbffr